How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
Juan J. García-Machado and Jarosław Rybczyński
| Year of publication: |
January-February 2017
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| Authors: | García-Machado, Juan J. ; Rybczyński, Jarosław |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 23.2017, 1/3, p. 153-169
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| Subject: | volatility smile | implied volatility | smirk | sneer | skewness | moneyness | IBEX-35 options | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Spanien | Spain | Optionsgeschäft | Option trading | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2015.1067634 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011736237